hb/tester/ver.2026/06/11/backtest_results: 2026-01-01 - 2026-06-01 | mrs-4h-L | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1990.60
Total PnL
990.60 (99.06%)
Total Trades (Win/Los)
701 (557/108)
Win Rate
79.46%
Max Drawdown
1317.64 (50.39%)
Total Fees
627.06
Position avg (max), %
99.11 (100.05)
Profit Factor
1.28
Duration (days)
151.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 -7.04% 2.62% -22.02% 86.04% 43.83% — — — — — — — 99.06%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-06-01
Days in test 151.0
Months in test 6
Months with data 5
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1990.60
Min balance 637.80
Max balance 2614.96
Monthly Performance
Metric Value
Average monthly return (geometric), % 14.76
Average monthly return (arithmetic), % 20.69
Best month, % 86.04
Worst month, % -22.02
PnL, Volume & Fees
Metric Value
Total PnL 990.60
Total PnL, % 99.06
Gross profit 7359.72
Gross loss 5733.11
Trading volume (USDT) 1741822.97
Total transactions (buy/sell) 1402
Total fees 627.06
Funding net -8.96
Funding accrued (received) 0.00
Funding paid 8.96
Trades
Metric Value
Total Trades 701
Win Trades 557
Los Trades 108
Win Rate, % 79.46
Expectancy per trade 2.3204
Max consecutive wins 60
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 99.11
Position max, % of margin balance 100.05
Max Drawdown 1317.64
Max Drawdown, % 50.39
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.2837
Recovery Factor (Total PnL / Max DD) 0.7518
Sharpe ratio (monthly) 1.8231
Sortino ratio (monthly) 6.9315
CAGR, % 428.68
Calmar ratio (CAGR / Max DD%) 8.5074
Open Positions Size (USDT)
Details
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  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
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  "exchange": {
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    "kill_switch": 0,
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    "leverage": 20.0,
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    "risk_long": 1.0,
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    "lot_long": 0.0,
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  "options": null,
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    "use_settings_from_open_long": true,
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    "ma_long": {
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    },
    "ma_close_short": {
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    },
    "distance_filter": 0.3,
    "filter_close_position": false,
    "replace_open_order": false,
    "filter_pump_1": {
      "use": false,
      "source": "ohlc4",
      "offset": 1
    },
    "filter_pump_2": {
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  },
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}